For hypotheses of which are true, the family-wise error rate (FWER) of a procedure is the probability that it rejects at least one true null. The Bonferroni correction rejects when . The Holm procedure orders the -values and rejects , where is the last index with for every .
Quantitative Finance · Glossaire
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Aussi appelé : family-wise error rate · Bonferroni correction · Holm procedure